iShares ESG MSCI KLD 400 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.18% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 16.12 | |
| 0.0101 | 1.70 | |
| 0.8675 | 209.23 | |
| 0.2026 | 19.24 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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